That is currently not possible. Dynare will always simulate all variables. Saving them or not should make no difference. If you want to speed up your code, you can change stoch_simul you can comment out the
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dyn2vec;
command that writes the simulation into variables with their respective name. The simulated series can be accessed in
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oo_.endo_simul
which always contains all variables for Dynare decision rule design reasons.